Automated tuning of LQG cost function weightings : scalar case

Grimble, M.J. and Majecki, P.M. (2006) Automated tuning of LQG cost function weightings : scalar case. In: IEEE International Conference on Control Applications, 2006-10-04 - 2006-10-06.

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A simple method of selecting the LQG dynamic weighting functions is proposed. This involves minimizing the traditional variance-based cost function but with a controller structure that is determined by a dynamic weighting LQG problem. This effectively forces a controller structure that has traditional integral action and controller roll-off terms. The methodology is similar to the so-called restricted-structure controller design used for optimal tuning of, low-order controllers. The proposed algorithm is applied to a simulated model of a continuous-time process plant. with trans port delay.